Anic Equity¶

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Total return since start: 0.599 %¶

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Equity now: -----------------------------> 48848.79 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42165.19 Kr¶

PnL: ---------------------------------------> -268.09 Kr¶

DD now: ---------------------------------> -8.041 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 13:53:05.919738'

Anic Portfolio¶

Today¶

Return: -0.922 %¶

This Week¶

Return: -0.922 %¶

Total portfolio value¶

Return including deposits: 59.918 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.230000 1662.840000 195.300000 13.310000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
Orrön Energy 180 0.530000 2051.100000 13.500000 0.660000 2037.600000
JM 6 1.460000 874.800000 12.600000 1.460000 862.200000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
BioGaia B 8 1.120000 938.400000 10.400000 1.120000 928.000000
Catena 2 1.270000 799.600000 10.000000 1.270000 789.600000
Sagax B 4 1.030000 860.800000 8.800000 1.030000 852.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Atrium Ljungberg B 5 0.640000 939.000000 6.000000 0.640000 933.000000
Platzer Fastigheter Holding B 12 0.380000 962.400000 3.600000 0.380000 958.800000
ASSA ABLOY B 3 0.420000 780.300000 3.300000 0.420000 777.000000
AcadeMedia 8 -0.400000 401.200000 0.000000 0.000000 401.200000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
Bilia A 8 -0.440000 895.200000 -2.400000 -0.270000 897.600000
SKF B 5 -0.430000 934.000000 -4.000000 -0.430000 938.000000
Hexatronic Group 12 -0.420000 960.480000 -4.080000 -0.420000 964.560000
Biotage 7 -0.450000 935.200000 -4.200000 -0.450000 939.400000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Gränges 9 -0.870000 918.000000 -8.100000 -0.870000 926.100000
EQT 4 -1.010000 821.200000 -8.400000 -1.010000 829.600000
OX2 13 -1.100000 937.300000 -10.400000 -1.100000 947.700000
Byggmax Group 33 -1.180000 943.140000 -11.220000 -1.180000 954.360000
Alimak Group 11 -1.780000 909.700000 -16.500000 -1.780000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Addnode Group B 11 -2.280000 897.600000 -20.900000 -2.280000 918.500000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.070000 820.400000 -34.800000 -4.070000 855.200000
Indutrade 5 -3.210000 1175.500000 -39.000000 -3.210000 1214.500000
Vitec Software Group B 2 -4.240000 1038.000000 -46.000000 -4.240000 1084.000000
Bufab 3 -4.660000 1054.800000 -51.600000 -4.660000 1106.400000
Hexagon B 26 -1.660000 3394.300000 -57.200000 -1.660000 3451.500000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
BHG Group 97 -7.790000 1342.480000 -112.520000 -7.730000 1455.000000
TOTAL 42165.190000 -268.090000 -8.04129% 42433.280000

Updated:¶

'2023-07-03 13:53:22.801897'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶